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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6.61%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$48.9B
AUM Growth
-$15.5B
(-24%)
Cap. Flow
-$21.8B
Cap. Flow
% of AUM
-44.45%
Top 10 Holdings %
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$110M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$97.1M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$83.8M |
| 4 |
SPDR Gold Trust
GLD
|
+$79.7M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$73.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$517M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$490M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$159M |
| 4 |
Booking.com
BKNG
|
+$85.1M |
| 5 |
United Airlines
UAL
|
+$47.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.68% |
| 2 | Consumer Discretionary | 0.52% |
| 3 | Financials | 0.5% |
| 4 | Communication Services | 0.29% |
| 5 | Healthcare | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1351
PUT
Elastic
ESTC
$7.91B
| $1.29M | ﹤0.01% |
22,300
-15,600
| -41% | -$889K |
|
1352
Sysco
SYY
$40.4B
| $1.29M | ﹤0.01% |
+16,642
| New | +$1.28M |
|
1353
PUT
monday.com
MNDY
$3.69B
| $1.28M | ﹤0.01% |
9,000
-62,800
| -87% | -$8.49M |
|
1354
PUT
Ross Stores
ROST
$82B
| $1.28M | ﹤0.01% |
12,100
-39,000
| -76% | -$4.38M |
|
1355
PUT
Warner Bros
WBD
$68B
| $1.28M | ﹤0.01% |
85,000
-167,600
| -66% | -$2.39M |
|
1356
PUT
CNX Resources
CNX
$5.32B
| $1.28M | ﹤0.01% |
+80,000
| New | +$1.27M |
|
1357
CALL
OR Royalties Inc
OR
$6.26B
| $1.28M | ﹤0.01% |
+81,000
| New | +$1.09M |
|
1358
CALL
WEC Energy
WEC
$34.7B
| $1.28M | ﹤0.01% |
+13,500
| New | +$1.25M |
|
1359
PUT
AGNC Investment
AGNC
$12.7B
| $1.26M | ﹤0.01% |
125,000
+75,000
| +150% | +$816K |
|
1360
CALL
Philip Morris
PM
$290B
| $1.25M | ﹤0.01% |
12,900
+7,300
| +130% | +$727K |
|
1361
IQVIA
IQV
$39.9B
| $1.25M | ﹤0.01% |
+6,291
| New | +$1.34M |
|
1362
Bath & Body Works
BBWI
$3.92B
| $1.24M | ﹤0.01% |
34,023
+11,687
| +52% | +$490K |
|
1363
CALL
Crocs
CROX
$6.68B
| $1.24M | ﹤0.01% |
9,800
-67,200
| -87% | -$8.12M |
|
1364
PUT
Public Storage
PSA
$60.3B
| $1.24M | ﹤0.01% |
+4,100
| New | +$1.21M |
|
1365
BioNTech
BNTX
$23.5B
| $1.24M | ﹤0.01% |
9,941
-36,175
| -78% | -$4.97M |
|
1366
Horizon Bancorp
HBNC
$1.03B
| $1.23M | ﹤0.01% |
111,644
-10,061
| -8% | -$145K |
|
1367
PUT
Vipshop
VIPS
$7.5B
| $1.23M | ﹤0.01% |
81,200
-46,700
| -37% | -$694K |
|
1368
Cameco
CCJ
$42.2B
| $1.23M | ﹤0.01% |
47,068
-462,967
| -91% | -$12.2M |
|
1369
CALL
Wingstop
WING
$3.21B
| $1.23M | ﹤0.01% |
+6,700
| New | +$1.1M |
|
1370
CALL
Johnson Controls International
JCI
$91.8B
| $1.22M | ﹤0.01% |
20,200
-1,500,000
| -99% | -$96M |
|
1371
PUT
Boston Beer
SAM
$1.88B
| $1.22M | ﹤0.01% |
3,700
-15,100
| -80% | -$5.19M |
|
1372
CALL
General Dynamics
GD
$107B
| $1.21M | ﹤0.01% |
5,300
-3,000
| -36% | -$693K |
|
1373
Bank of Montreal
BMO
$128B
| $1.21M | ﹤0.01% |
+13,566
| New | +$1.29M |
|
1374
CALL
3M
MMM
$93.8B
| $1.21M | ﹤0.01% |
13,754
-58,604
| -81% | -$5.53M |
|
|
FLNA
1375
CALL
Filana Therapeutics
FLNA
$49.3M
| $1.21M | ﹤0.01% |
50,100
-67,300
| -57% | -$1.86M |
|
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Parallax Volatility Advisers's Q1 2023 Portfolio in Review
As of Q1 2023, Parallax Volatility Advisers held 3,383 positions worth $48.9B, down 24% from $64.4B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Parallax Volatility Advisers withdrew a net $21.8B in Q1 2023, closing 726 positions and reducing 1,347 holdings. Its most notable exit was Caterpillar, an estimated $40.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.68% of assets, up from 0.62% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Cigna worth $39.7M.
- Parallax Volatility Advisers's largest Q1 2023 buy was Cigna: 155,245 shares worth $39.7M.
- Parallax Volatility Advisers added most to State Street SPDR S&P Regional Banking ETF in Q1 2023, an estimated $110M increase.
- Parallax Volatility Advisers's biggest Q1 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $517M.
- Parallax Volatility Advisers fully exited Caterpillar in Q1 2023, selling an estimated $40.4M.
- Parallax Volatility Advisers's ten largest holdings make up 29% of its $48.9B portfolio in Q1 2023.
- Parallax Volatility Advisers opened 558 new positions and closed 726 in Q1 2023.
- Parallax Volatility Advisers's portfolio value fell 24% quarter-over-quarter to $48.9B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2023, filed 15 May 2023.